+162.2%
ARM vs MOD
+105.1%
+57.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.3% | -5.8% | -9.3% |
| 7D | -27.1% | -34.2% | +7.0% | -10.5% |
| 30D | -44.9% | -51.9% | +7.0% | -20.5% |
| 3M | -39.3% | -53.0% | +13.8% | -11.6% |
| 6M | -20.2% | -66.4% | +46.2% | +37.3% |
| YTD | +52.5% | -31.5% | +84.1% | +83.3% |
| 1Y | +4.1% | -39.6% | +43.6% | +30.2% |
| 3Y | +211.7% | +116.8% | +94.9% | +64.7% |
| All | +162.2% | +105.1% | +57.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling